-26.2%
LII vs M
+36.6%
-62.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.6% | -4.0% | +1.3% |
| 7D | +7.9% | +8.3% | -0.3% | +5.4% |
| 30D | -0.6% | +14.2% | -14.8% | -4.3% |
| 3M | -19.3% | -1.1% | -18.2% | -19.2% |
| 6M | -29.8% | +36.6% | -66.4% | -35.6% |
| YTD | -25.4% | +19.8% | -45.2% | -29.5% |
| 1Y | -26.2% | +37.2% | -63.4% | -33.5% |
| All | -26.2% | +36.6% | -62.8% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling